The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model
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DOI: 10.1016/j.econmod.2015.06.026
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- Sophie Brana & Stephanie Prat, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Post-Print hal-03894886, HAL.
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Keywords
Global liquidity; Unconventional monetary policy; Asset prices; Emerging market countries; Nonlinearities; Panel threshold model;All these keywords.
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